+243.0%
GS vs PBF
+65.3%
+177.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.9% | +4.3% | -3.4% | +0.5% |
| 30D | -1.6% | +22.0% | -23.6% | -3.7% |
| 3M | -4.5% | +74.5% | -79.0% | -10.3% |
| 6M | +20.9% | +67.7% | -46.8% | +12.8% |
| YTD | +19.9% | +179.2% | -159.3% | +2.2% |
| 1Y | +41.4% | +170.0% | -128.6% | +19.5% |
| All | +243.0% | +65.3% | +177.6% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling